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re:st: ivreg, ivreg2 and select variables that have to be dropped


From   Christopher Baum <[email protected]>
To   <[email protected]>
Subject   re:st: ivreg, ivreg2 and select variables that have to be dropped
Date   Thu, 13 Jan 2011 07:30:01 -0500

<>
The ivreg estimation drops the following variables:

dummy_mode_3_add_2nd 
commodity_dum_1 
origin_dum_34 
origin_dum_39 
dest_dum_2

How I have to use "_rmcoll" in order to drop only the same variables in the ivreg2 estimation?


Use _rmcoll on your regressor list to see where collinearities appear. Take those variables out of your regressor list. Then use the pruned regressor list in ivreg2.

Justina suggests using b. to define a base level for categorical variables, but Fabien indicated he was using Stata 10. Not available there.

Kit



Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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